+303.6%
COP vs URA
+283.4%
+20.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.8% |
| 7D | -11.5% | -4.1% | -7.4% | -10.4% |
| 30D | +5.0% | -19.0% | +24.0% | +11.6% |
| 3M | +17.5% | -25.1% | +42.6% | +27.1% |
| 6M | +16.2% | -44.5% | +60.7% | +37.0% |
| YTD | +48.8% | -24.3% | +73.1% | +51.4% |
| 1Y | +64.1% | -28.1% | +92.2% | +69.0% |
| 3Y | +25.7% | +40.7% | -15.0% | -12.2% |
| 5Y | +114.4% | +35.5% | +78.9% | +44.6% |
| All | +303.6% | +283.4% | +20.2% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling